Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems

This technical note addresses identification problems of non-uniformly sampled systems. For the input-output representation of non-uniform discrete-time systems, a partially coupled stochastic gradient (C-SG) algorithm is proposed to estimate the model parameters with high computational efficiency compared with the standard stochastic gradient (SG) algorithm. The analysis indicates that the partially C-SG algorithm can give more accurate parameter estimates than the SG algorithm. The parameter estimates obtained using the partially C-SG algorithm converge to their true values as the data length approaches infinity.